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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2008 Andreas Gaida
Copyright (C) 2008 Ralph Schreyer
Copyright (C) 2008 Klaus Spanderen
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file fdmlinearopcomposite.hpp
\brief composite pattern for linear operators
*/
#ifndef quantlib_fdm_affine_map_composite_hpp
#define quantlib_fdm_affine_map_composite_hpp
#include <ql/methods/finitedifferences/operators/fdmlinearop.hpp>
namespace QuantLib {
class FdmLinearOpComposite : public FdmLinearOp {
public:
virtual Size size() const = 0;
//! Time \f$t1 <= t2\f$ is required
virtual void setTime(Time t1, Time t2) = 0;
virtual Disposable<Array> apply_mixed(const Array& r) const = 0;
virtual Disposable<Array>
apply_direction(Size direction, const Array& r) const = 0;
virtual Disposable<Array>
solve_splitting(Size direction, const Array& r, Real s) const = 0;
virtual Disposable<Array>
preconditioner(const Array& r, Real s) const = 0;
};
}
#endif
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